Just discovered Quantlib and am evaluating it for use. I am not a C++ developer, and no one on staff where I work really has deep experience with it, so I am pretty much following the instructions by rote found here:
http://quantlib.org/install/vc10.shtml
The next step will be to convert to C# using SWIG (based on instructions found here: Compiling Quantlib via SWIG for C#).
My question is, when I have completed all of the steps listed in both posts, will the result be a library that can only be compiled as 32-bit? The Boost download seems to indicate that it is 32-bit only.
Is compiling as a 64-bit application possible and/or are 64-bit binaries available anywhere (Windows platform) and/or are alternative wrapper libraries (like QLNet) a good alternative?
I’m a regular user of QuantLib. Why would you convert QuantLib to C#??? There’s QLNet, which is a direct port of the library in C#. Regarding about 64 bits, you just need to compile the source yourself.